Heat the grill between 350°F and 400°F. Also, take the heavy cream and milk out of the fridge, so that they will not be ice cold when they go into the sauce.
If your grill has a side burner, that's the easiest place to make the sauce. In a cast iron skillet or oven-safe pan, melt butter and stir in the flour. Allow the mixture to foam. Stirring occasionally, until it turns the lightest golden brown. Pour in the heavy cream and allow it to scald.
Add cheese (either sliced or chunks) and stir until melted. Season as desired, stir in one pint of the milk, and bring to a boil, stirring constantly; lower to a lively simmer for a few minutes, then turn heat off.
Stir in the dry macaroni. It should be covered by the liquid in the pan; if not, add more milk as desired.
Cover the skillet or oven-safe pan with foil and place it on the grill.
After 20 minutes, stir the macaroni. The bottom will probably start to brown and stick; scrape the pan and stir the browned bits into the macaroni. There should still be enough liquid to cover almost all the macaroni; if not, add more milk.
Cover and cook another 10 minutes or until macaroni is almost done.
Uncover the macaroni and top as desired (either place an extra layer of American cheese on top of the macaroni or shred some real cheese on top and sprinkle panko for a crispy, stringy crust.
Stir in any yummy extras you might have access to, like broccoli or crumbled bacon. Leave the pan uncovered, close the grill and cook another 10 minutes or until the desired macaroni softness is reached. Carefully remove from the grill and serve.